Birla Institute of Technology and Science, Pilani Pilani Campus Instruction Division
Birla Institute of Technology and Science, Pilani Pilani Campus Instruction Division
Pilani Campus
Instruction Division
In addition to Part I (General Handout for all courses appended to the time table) portion here give specific
details regarding the course.
Probability theory deals with many real life problems, which either inherently involve the
chance phenomena or describing the behavior of the system explicitly with statistical properties.
Interpretation of the system behavior in many engineering aspects depends on concept of
probability and statistics that familiarize with the computational aspects. The course deals with
basic properties of various distributions and other related things.
2. Text Books:
1. J. S. Milton and J. C. Arnold, Introduction to Probability and Statistics Principles and Applications for
Engineering and the Computing Sciences’, 4th edition, Tata McGraw-Hill, 2007.
3. Reference Books:
1. Meyer, P. L.: Introduction to Probability & Statistics, 2nd edition, Oxford & IBH, 1970.
2. Ross, Sheldon M: Introduction to Probability Models, 3rd edition, Elsevier, 2009.
3. Walpole, R. E., Myers R. H., Myer S. L., Ye K., Probability & Statistics for Engineers and Scientists,
8th edition, Pearson Education, 2007.
5. Johnson, R. A.: Miller Freund’s Probability and Statistics, 7th edition, PHI, 2005.
4. Lecture Plan:
2-4 Axioms of probability, conditional probability, independence and the 2.1, 2.2, 2.3,
multiplication rule, Bayes’ theorem 2.4
5-8 Random variable, discrete probability densities, cumulative distribution, 3.1, 3.2, 3.3,
expectation, variance and standard deviation, geometric distribution, 3.4
moment generating function
9-11 Binomial distribution, hyper geometric distribution, Poisson distribution 3.5, 3.7, 3.8
12-15 Continuous densities, cumulative distribution and distribution 4.1, 4.2, 4.3
parameters, uniform distribution, gamma distribution, exponential and
chi square distribution.
16-20 Normal distribution, standard normal distribution, Chebyshev’s 4.4, 4.5, 4.6
inequality, normal approximation to binomial distribution.
21-24 Joint densities and independence, marginal distribution: discrete and 5.1, 5.2, 5.4
continuous, expectation, conditional densities (discard regression)
29-31 Point estimation, method of moments & maximum likelihood, functions 7.1-7.4
of random variables, central limit theorem.
32-35 Interval estimation of variability, estimating the mean and Student-t 8.1-8.5
distribution, hypothesis testing, hypothesis tests on the mean
4. Evaluation Scheme:
Announcements:
All notices in relation to the above course will be put up on NALANDA and Department of Mathematics
notice board.
6. Make up policy:
Make up for the mid-semester/comprehensive examination will be given to genuine cases only.
For class test component there will be no make-up under any circumstances.
Instructor In-Charge
MATH F111